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Financial Risk Manager® (FRM). Free resource
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P2.T5. Market Risk (25%)
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Course Errors Found in 2024 Study Materials P2.T5. MarketRisk
Nicole Seaman
Apr 24, 2024
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449
Apr 24, 2024
Nicole Seaman
N
Backtesting Var models
NAndr5521
Jul 4, 2024
Replies
2
Views
117
Jul 4, 2024
NAndr5521
N
R
Short Equity T + long Mezzannine T (correlation impact?)
rajeshtr
Feb 16, 2017
Replies
17
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9K
Jun 14, 2024
Clay Carter
A
Practice question 3 - Backtesting VaR
ami44
May 13, 2015
Replies
18
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10K
May 5, 2024
David Harper CFA FRM
Locked
Errors Found in 2023 Study Materials P2.T5 Market Risk
Nicole Seaman
Mar 7, 2023
Replies
15
Views
3K
Apr 23, 2024
David Harper CFA FRM
Science of Term Structure- Arbitrage pricing multiple periods
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Feb 4, 2023
Replies
17
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1K
Feb 24, 2024
FGarc9983
F
C
Instructional Videos Access
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Oct 14, 2018
Replies
8
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2K
Feb 20, 2024
Nicole Seaman
A
Chapter 7 Correlation Basics EOC question answers missing
AUola2165
Jan 22, 2024
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0
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256
Jan 22, 2024
AUola2165
A
J
VaR of a Portfolio of Bond Futures (spread trade)
jortiz12
Nov 3, 2023
Replies
3
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542
Nov 17, 2023
gsarm1987
X
GARP.FRM.PQ.P2
2016 Practice exam q 64 volatility smile (garp16-p2-64)
Xin Zhan
Nov 12, 2016
Replies
19
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9K
Sep 8, 2023
gsarm1987
P
jorion chapter 11 mapping var
Pflik
Apr 13, 2014
2
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38
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10K
May 15, 2023
jchun8523
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GARP 2017 Practice Exam Q17 (Part 2)
prianthar
May 14, 2023
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1
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533
May 14, 2023
yLam4028
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A
Query - Accrued Interest & Invoice Price
Avishek
Oct 14, 2007
Replies
4
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1K
May 1, 2023
Nicole Seaman
P
Study Notes and Vital Source
prianthar
Apr 16, 2023
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1
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504
Apr 16, 2023
prianthar
P
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Fixed income mapping
Imad
Oct 29, 2012
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16
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8K
Apr 14, 2023
Vedshah3949
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Lognormal VaR < normal VaR
dla00
Feb 28, 2023
Replies
1
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752
Mar 1, 2023
David Harper CFA FRM
Locked
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Errors Found in 2021/2022 Study Materials P2.T5. Market Risk
Nicole Seaman
Jan 22, 2021
2
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22
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5K
Feb 21, 2023
Shau_2207
S
[VaR Mapping] Cash-Flow Mapping
silver7
Feb 20, 2018
Replies
14
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5K
Feb 19, 2023
yLam4028
Y
Science of term structure CMT swap
enjofaes
Jan 28, 2023
Replies
1
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473
Jan 28, 2023
gsarm1987
M
Delta of a forward chart
mbbx5va2
Nov 13, 2022
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2
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667
Nov 21, 2022
mbbx5va2
M
F
Explain Correlation-weighted HS example
frogs
Oct 13, 2022
Replies
1
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685
Oct 14, 2022
David Harper CFA FRM
A
OAS Spread questions
ACosi0578
Sep 16, 2022
Replies
0
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544
Sep 16, 2022
ACosi0578
A
S
Vasicek model recombining tree
SalinaMiao
Jul 27, 2018
Replies
7
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3K
Jul 23, 2022
David Harper CFA FRM
X
CDS on the Senior tranche of the CDO with tranche correlation
xZhan3765
May 15, 2022
Replies
1
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1K
May 16, 2022
David Harper CFA FRM
M
Vasicek model used to derive the UL
MZHAO0430
Apr 23, 2022
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0
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621
Apr 23, 2022
MZHAO0430
M
H
CDO Tranche Spreads with respect to Correlation between Assets in CDO
HHo0951
Feb 26, 2022
Replies
2
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2K
Feb 27, 2022
HHo0951
H
G
VaR Mapping - Diversified VaR
Gareth
Oct 21, 2018
Replies
6
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4K
Jan 27, 2022
David Harper CFA FRM
T
Jorion, Chapter 11: VaR Mapping
Torsleno
Jan 16, 2022
Replies
0
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965
Jan 16, 2022
Torsleno
T
R
Lognormal VaR formula on FR_T5_pq_final video lesson
Randy Moon
Jan 8, 2022
Replies
2
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987
Jan 9, 2022
Randy Moon
R
G
Bond Basis Delta
giraffe
Jan 7, 2022
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0
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1K
Jan 7, 2022
giraffe
G
S
P.2 T5 Dowd study notes pg 10 confidence intervals
Stella G
Feb 3, 2018
Replies
12
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3K
Dec 9, 2021
David Harper CFA FRM
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